RETRACTED ARTICLE: Research on China stock return distribution based on aggregate transformation

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	RETRACTED ARTICLE: Research on China stock return distribution based on aggregate transformation
	Duan, Jiangjiao ; Liu, Hongzhong ; Zeng, Jianping ; Duan JJ(段江娇) ; Ceng JP(曾建平)
刊名	http://dx.doi.org/10.1109/ICEBEG.2011.5882419
	2011
关键词	Electronic commerce Government data processing Poisson distribution Random variables
英文摘要	Fitting an accurate distribution to stock return has drawn great attention for a long period. Many researches are done on the original stock return, while transformation idea is introduced into the proposed method in this paper. A new random variable is devised based on aggregate transformation which is performed by using separation in a series of time windows in stock return. The statistical characteristic of the variable is analyzed based on studies on China stock market. The experiment results show that the new random transformed variable is subject to Poisson distribution in 88% tests with different window length. Meanwhile, it is also subject to Normal distribution in a small number of tests with certain threshold of return setting. ? 2011 IEEE.
语种	英语
出版者	IEEE Computer Society
内容类型	期刊论文
源URL	[http://dspace.xmu.edu.cn/handle/2288/93038]
专题	信息技术－已发表论文
推荐引用方式 GB/T 7714	Duan, Jiangjiao,Liu, Hongzhong,Zeng, Jianping,et al. RETRACTED ARTICLE: Research on China stock return distribution based on aggregate transformation[J]. http://dx.doi.org/10.1109/ICEBEG.2011.5882419,2011.
APA	Duan, Jiangjiao,Liu, Hongzhong,Zeng, Jianping,段江娇,&曾建平.(2011).RETRACTED ARTICLE: Research on China stock return distribution based on aggregate transformation.http://dx.doi.org/10.1109/ICEBEG.2011.5882419.
MLA	Duan, Jiangjiao,et al."RETRACTED ARTICLE: Research on China stock return distribution based on aggregate transformation".http://dx.doi.org/10.1109/ICEBEG.2011.5882419 (2011).